\documentclass{article}
\usepackage{tikz}
\usetikzlibrary{patterns}
\usepackage{pgfplots}
\begin{document}
\begin{tikzpicture}
	\pgfdeclarepatternformonly{north east lines wide}%
	{\pgfqpoint{-1pt}{-1pt}}%
	{\pgfqpoint{10pt}{10pt}}%
	{\pgfqpoint{9pt}{9pt}}%
	{
		\pgfsetlinewidth{0.4pt}
		\pgfpathmoveto{\pgfqpoint{0pt}{0pt}}
		\pgfpathlineto{\pgfqpoint{9.1pt}{9.1pt}}
		\pgfusepath{stroke}
	}

	\begin{axis}[xmin=-4,xmax=4,xlabel={z},ymin=0,ymax=1]
		\addplot[color=red,domain=-4:4,samples=100] {1/sqrt(2*pi)*exp(-x^2/2)};
		\addlegendentry{z}
		\addplot+[mark=none,domain=0:1,samples=100,%
			pattern=north east lines wide,%
			pattern color=red!50!yellow]%
		{1/sqrt(2*pi)*exp(-x^2/2)}
		\closedcycle;
		\addlegendentry{Interval}
	\end{axis}
\end{tikzpicture}
\end{document}
